Homepage of Dagfinn Rime

Selected publications

Covered Interest Parity Arbitrage, with Andreas Schrimpf and Olav Syrstad. Review of Financial Studies, 2022.
The Scapegoat Theory of Exchange Rates: The First Tests, with Marcel Fratzscher, Lucio Sarno and Gabriele Zinna. Journal of Monetary Economics, 2015
Exchange Rate Forecasting, Order Flow and Macroeconomic Information, with Lucio Sarno and Elvira Sojli. Journal of International Economics, 2010
Arbitrage in the Foreign Exchange Market: Turning on the Microscope, with Farooq Akram and Lucio Sarno, Journal of International Economics, 2008
Dealer Behavior and Trading Systems in the Foreign Exchange Market, with Geir H. Bjønnes. Journal of Financial Economics, 2005

Fixing the Fix? Assessing the Eﬀectiveness of the 4pm Fix Benchmark, with Martin D.D. Evans, Peter O'Neill, and Jo A. Saakvitne. FCA OP 46 SSRN
Exchange Rates, Interest Rates and the Global Carry Trade, with Martin D.D. Evans. Norges Bank WP 14/2017 LINK
Herding the Scapegoats: Foreign Exchange Order Flow and the Time-Varying Effect of Fundamentals, with Anna Lindahl, Michael Moore, and Ali Shehadeh. SSRN

The Foreign Exchange Market, with Alain Chaboud and Vladyslav Sushko. The Research Handbook of Financial Markets, 2022. Edvard Elgar
NEW Covered Interest Parity Arbitrage, with Andreas Schrimpf and Olav Syrstad. Review of Financial Studies, 2022.
Price Discovery in Two-Tier Markets, with Geir H. Bjønnes and Carol Osler. International Journal of Finance and Economics, 2021
Does Publication of Interest Rate Paths Provide Guidance?, with Gisle James Nativk and Olav Syrstad. Journal of International Money and Finance, 2020.
Microstructure of Foreign Exchange Markets, with Martin D.D. Evans. Oxford Research Encyclopedia of Economics and Finance, 2019. Oxford University Press